Details about Christoffer Koch

Access statistics for papers by Christoffer Koch.

Last updated 2024-05-01. Update your information in the RePEc Author Service.

Short-id: pko342

Working Papers

2024

1. Audit Partners and Loan Loss Provisioning: Evidence from U.S. Bank Holding Companies
   Working Papers, Federal Reserve Bank of Dallas View citations (1)

2023

2. How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors
   IMF Working Papers, International Monetary Fund View citations (2)
   See also Journal Article How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors, Journal of Forecasting, John Wiley & Sons, Ltd. (2024) (2024)

2022

3. A New Claims-Based Unemployment Dataset: Application to Postwar Recoveries Across U.S. States
   GLO Discussion Paper Series, Global Labor Organization (GLO)
   Also in IMF Working Papers, International Monetary Fund (2022)
4. Market Size and Supply Disruptions: Sharing the Pain of a Potential Russian Gas Shut-off to the European Union
   IMF Working Papers, International Monetary Fund View citations (6)

2020

5. Countercyclical Capital Buffers: A Cautionary Tale
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (4)
6. Mobility and Engagement Following the SARS-Cov-2 Outbreak
   Working Papers, Federal Reserve Bank of Dallas View citations (9)
7. Payments Crises and Consequences
   Research Working Paper, Federal Reserve Bank of Kansas City
   Also in NBER Working Papers, National Bureau of Economic Research, Inc (2020) View citations (2)

2018

8. The Rank Effect
   Papers, arXiv.org

2016

9. Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades
   NBER Working Papers, National Bureau of Economic Research, Inc View citations (302)
   Also in Economics Working Papers, Hoover Institution, Stanford University (2016) View citations (291)
   Working Papers, Federal Reserve Bank of Dallas (2016) View citations (288)
   See also Journal Article Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades, Journal of Financial Stability, Elsevier (2016) View citations (288) (2016)
10. Macroeconomic news and asset prices before and after the zero lower bound
    Globalization Institute Working Papers, Federal Reserve Bank of Dallas View citations (1)
11. The Rank Effect for Commodities
    Papers, arXiv.org
    Also in Working Papers, Federal Reserve Bank of Dallas (2016)
12. Why are big banks getting bigger?
    Working Papers, Federal Reserve Bank of Dallas View citations (13)
13. Why does the FDIC sue?
    Working Papers, Federal Reserve Bank of Dallas View citations (1)
    See also Journal Article Why does the FDIC sue?, Journal of Corporate Finance, Elsevier (2019) View citations (2) (2019)

2014

14. Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q
    Working Papers, Federal Reserve Bank of Dallas View citations (3)
    See also Journal Article Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q, Journal of Banking & Finance, Elsevier (2015) View citations (19) (2015)
15. Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification
    Working Papers, Federal Reserve Bank of Dallas View citations (9)
    Also in IMF Working Papers, International Monetary Fund (2013) View citations (7)
    See also Journal Article Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification, International Journal of Central Banking, International Journal of Central Banking (2017) View citations (7) (2017)

Journal Articles

2024

1. How we missed the inflation surge: An anatomy of post‐2020 inflation forecast errors
   Journal of Forecasting, 2024, 43, (4), 852-870
   See also Working Paper How We Missed the Inflation Surge: An Anatomy of Post-2020 Inflation Forecast Errors, IMF Working Papers (2023) View citations (2) (2023)
2. The Emergence of a Uniform Business Cycle in the United States: Evidence from New Claims-Based Unemployment Data
   Brookings Papers on Economic Activity, 2024, 55, (1 (Spring)), 265-342

2023

3. Sectoral Shocks and the Role of Market Integration: The Case of Natural Gas
   AEA Papers and Proceedings, 2023, 113, 43-46 View citations (3)

2021

4. The rise of big U.S. banks and the fall of big European banks: A statistical decomposition
   European Economic Review, 2021, 135, (C) View citations (1)

2020

5. Benford’s Law and COVID-19 reporting
   Economics Letters, 2020, 196, (C) View citations (3)
6. The Macroeconomic Fallout of Shutting Down the Banking System
   Economic Review, 2020, v.105, (no.2), 31-45 View citations (1)

2019

7. Why does the FDIC sue?
   Journal of Corporate Finance, 2019, 59, (C), 255-275 View citations (2)
   See also Working Paper Why does the FDIC sue?, Working Papers (2016) View citations (1) (2016)

2017

8. Bank Asset Concentration Not Necessarily Cause for Worry
   Economic Letter, 2017, 12, (7), 1-4 View citations (1)
9. Big Banks, Idiosyncratic Volatility, and Systemic Risk
   American Economic Review, 2017, 107, (5), 603-07 View citations (7)
10. Blockchain Technology Disrupting Traditional Records Systems
    Financial Insights, 2017, 6, (2)
11. Heterogeneous Bank Lending Responses to Monetary Policy: New Evidence from a Real-Time Identification
    International Journal of Central Banking, 2017, 13, (1), 95-149 View citations (7)
    See also Working Paper Heterogeneous bank lending responses to monetary policy: new evidence from a real-time identification, Working Papers (2014) View citations (9) (2014)
12. Impact of Macroeconomic Surprises Changed After Zero Lower Bound
    Economic Letter, 2017, 12, (8), 1-4 View citations (2)

2016

13. Bank Leverage and Regulatory Regimes: Evidence from the Great Depression and Great Recession
    American Economic Review, 2016, 106, (5), 538-42 View citations (10)
14. Economic policy uncertainty and the credit channel: Aggregate and bank level U.S. evidence over several decades
    Journal of Financial Stability, 2016, 26, (C), 90-106 View citations (288)
    See also Working Paper Economic Policy Uncertainty and the Credit Channel: Aggregate and Bank Level U.S. Evidence over Several Decades, NBER Working Papers (2016) View citations (302) (2016)

2015

15. Deposit interest rate ceilings as credit supply shifters: Bank level evidence on the effects of Regulation Q
    Journal of Banking & Finance, 2015, 61, (C), 316-326 View citations (19)
    See also Working Paper Deposit interest rate ceilings as credit supply shifters: bank level evidence on the effects of Regulation Q, Working Papers (2014) View citations (3) (2014)
16. Liquidity mismatch helps predict bank failure and distress
    Economic Letter, 2015, 10, (6), 1-4 View citations (12)
17. Too small to succeed?—community banks in a new regulatory environment
    Financial Insights, 2015, 4, (4), 1-4

2014

18. Weakly capitalized banks slowed lending recovery after recession
    Economic Letter, 2014, 9, (1), 1-4 View citations (4)

2012

19. Regulatory Burden Rising
    Annual Report, 2012 View citations (7)

2010

20. Firm growth and firm size
    Applied Economics Letters, 2010, 17, (16), 1547-1550 View citations (8)

Software Items

2021

1. VAR_NR: Stata module to estimate set identified SVARS
   Statistical Software Components, Boston College Department of Economics